A new multiple imputation method for bounded missing values
A proportioned residual draw method is introduced to impute bounded missing values. It is shown that this new regression-based imputation method is least biased and robust for heavy-tailed and skewed error distributions, regardless of number of boundaries and missing mechanisms.
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Published in | Statistics & probability letters Vol. 107; pp. 204 - 209 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.12.2015
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Subjects | |
Online Access | Get full text |
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Summary: | A proportioned residual draw method is introduced to impute bounded missing values. It is shown that this new regression-based imputation method is least biased and robust for heavy-tailed and skewed error distributions, regardless of number of boundaries and missing mechanisms. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2015.08.028 |